+1,008.9%
BE vs DGX
+161.4%
+847.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +10.0% |
| 7D | +29.8% | -0.3% | +30.1% | +29.8% |
| 30D | +26.4% | -1.2% | +27.6% | +27.0% |
| 3M | +9.3% | +19.9% | -10.6% | -2.9% |
| 6M | +105.1% | +19.2% | +85.8% | +81.1% |
| YTD | +219.0% | +37.5% | +181.6% | +154.8% |
| 1Y | +418.8% | +31.3% | +387.5% | +322.7% |
| 3Y | +1,784.6% | +96.6% | +1,687.9% | +1,025.7% |
| 5Y | +1,251.0% | +64.3% | +1,186.7% | +797.0% |
| All | +1,008.9% | +161.4% | +847.4% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling